The NLP Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryDictionary of OptionsPROC NLP StatementARRAY StatementBOUNDS StatementBY StatementCRPJAC StatementDECVAR StatementGRADIENT StatementHESSIAN StatementINCLUDE StatementJACNLC StatementJACOBIAN StatementLABEL StatementLINCON StatementMATRIX StatementMIN, MAX, and LSQ StatementsMINQUAD and MAXQUAD StatementsNLINCON StatementPROFILE StatementProgram Statements
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DetailsCriteria for OptimalityOptimization AlgorithmsFinite-Difference Approximations of DerivativesHessian and CRP Jacobian ScalingTesting the Gradient SpecificationTermination CriteriaActive Set MethodsFeasible Starting PointLine-Search MethodsRestricting the Step LengthComputational ProblemsCovariance MatrixInput and Output Data SetsDisplayed OutputMissing ValuesComputational ResourcesMemory LimitRewriting NLP Models for PROC OPTMODEL
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Examples
- References
DECVAR Statement
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DECVAR name_list [=numbers] [, name_list [=numbers] ...];
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VAR name_list [=numbers] [, name_list [=numbers] ...];
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PARMS name_list [=numbers] [, name_list [=numbers] ...];
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PARAMETERS name_list [=numbers] [, name_list [=numbers] ...];
The DECVAR statement lists the names of the 
decision variables and specifies grid search and initial values for an iterative optimization process. The decision variables
listed in the DECVAR statement cannot also be used in the MIN
, MAX
, MINQUAD
, MAXQUAD
, LSQ
, GRADIENT
, HESSIAN
, JACOBIAN
, CRPJAC
, or NLINCON
statement.
The DECVAR statement contains a list of decision variable names (not separated by commas) optionally followed by an equals sign and a list of numbers. If the number list consists of only one number, this number defines the initial value for all the decision variables listed to the left of the equals sign.
If the number list consists of more than one number, these numbers specify the grid locations for each of the decision variables listed left of the equals sign. The TO and BY keywords can be used to specify a number list for a grid search. When a grid of points is specified with a DECVAR statement, PROC NLP computes the objective function value at each grid point and chooses the best (feasible) grid point as a starting point for the optimization process. The use of the BEST= option is recommended to save computing time and memory for the storing and sorting of all grid point information. Usually only feasible grid points are included in the grid search. If the specified grid contains points located outside the feasible region and you are interested in the function values at those points, it is possible to use the INFEASIBLE option to compute (and display) their function values as well.